Stabilized SQP revisited
From MaRDI portal
Recommendations
- A stabilized SQP method: superlinear convergence
- Subspace-stabilized sequential quadratic programming
- Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
- A stabilized SQP method: global convergence
- Stabilized sequential quadratic programming
Cites work
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 780774 (Why is no real title available?)
- A Class of Active-Set Newton Methods for Mixed ComplementarityProblems
- An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
- Constraint identification and algorithm stabilization for degenerate nonlinear programs
- Definite and Semidefinite Quadratic Forms
- Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Local analysis of Newton-type methods for variational inequalities and nonlinear programming
- Local behavior of an iterative framework for generalized equations with nonisolated solutions
- Modifying SQP for Degenerate Problems
- Newton-Type Methods for Optimization Problems without Constraint Qualifications
- Numerical behavior of a stabilized SQP method for degenerate NLP problems
- On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
- On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers
- On the Accurate Identification of Active Constraints
- On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
- Stability in the presence of degeneracy and error estimation
- Stabilized sequential quadratic programming
- Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
- Superlinear convergence of a stabilized SQP method to a degenerate solution
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
Cited in
(58)- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
- A new trust region–sequential quadratic programming approach for nonlinear systems based on nonlinear model predictive control
- Accelerating convergence of the globalized Newton method to critical solutions of nonlinear equations
- Convergence analysis of a mixed logarithmic barrier-augmented Lagrangian algorithm without constraint qualification
- Criticality of Lagrange multipliers in variational systems
- Hybrid globalization of convergence of the Levenberg-Marquardt method for equality-constrained optimization problems
- Local properties and augmented Lagrangians in fully nonconvex composite optimization
- Safeguarded augmented Lagrangian methods in Banach spaces
- Subspace-stabilized sequential quadratic programming
- Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
- A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control
- On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces
- Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
- Techniques for adjusting dual iterates in the presence of critical Lagrange multipliers for optimization problems with inequality constraints
- Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
- A globally convergent regularized interior point method for constrained optimization
- An adaptively regularized sequential quadratic programming method for equality constrained optimization
- Unit stepsize for the Newton method close to critical solutions
- Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- A general perturbed Newtonian framework and critical solutions of nonlinear equations
- A regularized factorization-free method for equality-constrained optimization
- Critical multipliers in variational systems via second-order generalized differentiation
- Combining stabilized SQP with the augmented Lagrangian algorithm
- A globally convergent Levenberg-Marquardt method for equality-constrained optimization
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- Critical solutions of nonlinear equations: local attraction for Newton-type methods
- Improving the global convergence of inexact restoration methods for constrained optimization problems
- Directional quasi-/pseudo-normality as sufficient conditions for metric subregularity
- A stabilized SQP method: global convergence
- The Dines theorem and some other properties of quadratic mappings
- Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers
- Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
- Newton's method may fail to recognize proximity to optimal points in constrained optimization
- Sequential quadratic programming methods for parametric nonlinear optimization
- New sufficient and necessary conditions for constrained and unconstrained Lipschitzian error bounds
- Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
- Isolated calmness of perturbation mappings and superlinear convergence of Newton-type methods
- A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences
- An adaptive augmented Lagrangian method for large-scale constrained optimization
- Attraction of Newton method to critical Lagrange multipliers: fully quadratic case
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- On the behaviour of constrained optimization methods when Lagrange multipliers do not exist
- A stabilized SQP method: superlinear convergence
- An inexact restoration strategy for the globalization of the sSQP method
- Strong calmness of perturbed KKT system for a class of conic programming with degenerate solutions
- Behavior of Newton-type methods near critical solutions of nonlinear equations with semismooth derivatives
- Newton-type methods: a broader view
- Local convergence of augmented Lagrangian methods for composite optimization
- Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications
- Adjusting dual iterates in the presence of critical Lagrange multipliers
- Newton-type methods near critical solutions of piecewise smooth nonlinear equations
- Convergence of a stabilized SQP method for equality constrained optimization
- A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
- Sharp primal superlinear convergence results for some Newtonian methods for constrained optimization
- Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption
- A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application
- On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
This page was built for publication: Stabilized SQP revisited
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q431014)
